CME British Pound Future March 2017

Trading Metrics calculated at close of trading on 01-Nov-2016

Day Change Summary
	Previous	Current
	31-Oct-2016	01-Nov-2016	Change	Change %	Previous Week
Open	1.2228	1.2270	0.0042	0.3%	1.2258
High	1.2283	1.2314	0.0031	0.3%	1.2304
Low	1.2180	1.2240	0.0060	0.5%	1.2119
Close	1.2278	1.2281	0.0003	0.0%	1.2225
Range	0.0103	0.0074	-0.0029	-28.2%	0.0185
ATR	0.0120	0.0117	-0.0003	-2.7%	0.0000
Volume	220	208	-12	-5.5%	3,507

Daily Pivots for day following 01-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.2500	1.2465	1.2322
R3	1.2426	1.2391	1.2301
R2	1.2352	1.2352	1.2295
R1	1.2317	1.2317	1.2288	1.2335
PP	1.2278	1.2278	1.2278	1.2287
S1	1.2243	1.2243	1.2274	1.2261
S2	1.2204	1.2204	1.2267
S3	1.2130	1.2169	1.2261
S4	1.2056	1.2095	1.2240

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.2771	1.2683	1.2327
R3	1.2586	1.2498	1.2276
R2	1.2401	1.2401	1.2259
R1	1.2313	1.2313	1.2242	1.2265
PP	1.2216	1.2216	1.2216	1.2192
S1	1.2128	1.2128	1.2208	1.2080
S2	1.2031	1.2031	1.2191
S3	1.1846	1.1943	1.2174
S4	1.1661	1.1758	1.2123

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2314	1.2150	0.0164	1.3%	0.0097	0.8%	80%	True	False	509
10	1.2364	1.2119	0.0245	2.0%	0.0095	0.8%	66%	False	False	446
20	1.2807	1.2119	0.0688	5.6%	0.0137	1.1%	24%	False	False	482
40	1.3444	1.2119	0.1325	10.8%	0.0119	1.0%	12%	False	False	285

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.2629
2.618	1.2508
1.618	1.2434
1.000	1.2388
0.618	1.2360
HIGH	1.2314
0.618	1.2286
0.500	1.2277
0.382	1.2268
LOW	1.2240
0.618	1.2194
1.000	1.2166
1.618	1.2120
2.618	1.2046
4.250	1.1926

Fisher Pivots for day following 01-Nov-2016
Pivot	1 day	3 day
R1	1.2280	1.2265
PP	1.2278	1.2248
S1	1.2277	1.2232

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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